Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-16 0.347354 0.381697 0.419594 0.464826 0.517761 0.578273 0.653450
2025-11-23 0.312816 0.358042 0.411206 0.479322 0.565812 0.674198 0.824114
2025-11-30 0.283906 0.334456 0.396651 0.480694 0.594461 0.748285 0.982164
2025-12-07 0.260433 0.313638 0.381457 0.477081 0.613577 0.810672 1.137451
2025-12-14 0.240830 0.295152 0.366393 0.470425 0.625760 0.863428 1.290428
2025-12-21 0.223241 0.277414 0.350092 0.459299 0.628610 0.900938 1.427066
2025-12-28 0.214721 0.270936 0.348285 0.468340 0.662788 0.994896 1.698107
2026-01-04 0.208871 0.267473 0.350121 0.482601 0.706967 1.115327 2.073743
2026-01-11 0.198536 0.256815 0.340414 0.477480 0.717159 1.174412 2.337569
2026-01-18 0.192437 0.251754 0.338490 0.484424 0.749333 1.284225 2.791769
2026-01-25 0.180814 0.237874 0.322108 0.465690 0.731363 1.284014 2.932019
2026-02-01 0.170191 0.224933 0.306382 0.446728 0.710630 1.273753 3.038716
2026-02-08 0.164220 0.218828 0.301233 0.446034 0.726457 1.354028 3.522025
2026-02-15 0.161726 0.217794 0.303963 0.459323 0.772330 1.520652 4.509144
2026-02-22 0.156949 0.212967 0.300202 0.460471 0.793031 1.629691 5.401301
2026-03-01 0.151663 0.207068 0.294283 0.457026 0.803191 1.713291 6.302888
2026-03-08 0.146251 0.200709 0.287211 0.450759 0.806098 1.777125 7.215905
2026-03-15 0.140467 0.193510 0.278336 0.440307 0.797942 1.804970 7.952812
2026-03-22 0.138364 0.192081 0.279156 0.448789 0.835988 1.997614 10.643516
2026-03-29 0.137163 0.192024 0.282300 0.462160 0.888591 2.268217 15.732025
2026-04-05 0.133142 0.187185 0.276788 0.457359 0.893972 2.364796 19.294397
2026-04-12 0.131084 0.185483 0.276723 0.463868 0.930524 2.608626 28.833259
2026-04-19 0.125577 0.177855 0.265686 0.446299 0.898709 2.541606 29.559386